+1,763.7%
CLS vs DASH
-9.9%
+1,773.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -22.2% | +0.4% | -22.5% | -22.5% |
| 30D | -44.4% | -6.0% | -38.3% | -43.6% |
| 3M | -34.3% | -15.8% | -18.5% | -31.7% |
| 6M | -50.1% | +7.0% | -57.0% | -52.3% |
| YTD | -30.1% | -20.7% | -9.4% | -27.3% |
| 1Y | -39.3% | -8.5% | -30.8% | -40.1% |
| 3Y | +732.7% | +101.8% | +630.9% | +573.6% |
| All | +1,763.7% | -9.9% | +1,773.6% | +1,374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling